Prudential Regulation Authority Rulebook

Institutions shall disclose the following information in relation to their compliance with the requirement for a countercyclical capital buffer referred to in regulation 2 of the Capital Requirements (Capital Buffers and Macro-prudential Measures) Regulations 2014:

1. (a) the geographical distribution of the exposure amounts and risk-weighted exposure amounts of its credit exposures used as a basis for the calculation of their countercyclical capital buffer;
2. (b) the amount of their institution-specific countercyclical capital buffer.

[Note: This rule corresponds to Article 440 of the CRR as it applied immediately before revocation by the Treasury.]